An estimating function for cvAUC with initial estimates generated via nested cross-validation

.estim_fn_nested_cv(auc = 0.5, prediction_list, folds, gn, K)

Arguments

auc

The value of auc to find root for

prediction_list

Entry in prediction_list

folds

Cross-validation folds

gn

Marginal probability of outcome

K

Number of CV folds

Value

A numeric value of the estimating function evaluated at current auc estimate.